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Horizontal Price Transmission of the Finnish Meat Sector with Major EU Players
Liu, Xing - 2011
. Our analysis uses symmetric and asymmetric thresholderror correction models. Both pork and beef prices in Finland are … found to have slowly cointegratedwith German prices, but the cointegration relationship of the two counties is only found to … besymmetric for pork prices, while it is asymmetric for beef prices. The producer price for pork inFinland is symmetrically …
Persistent link: https://www.econbiz.de/10009442626
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Horizontal Price Transmission of the Finnish Meat Sector with Major EU Players
Liu, Xing - European Association of Agricultural Economists - EAAE - 2011
. Our analysis uses symmetric and asymmetric threshold error correction models. Both pork and beef prices in Finland are … found to have slowly cointegrated with German prices, but the cointegration relationship of the two counties is only found … to be symmetric for pork prices, while it is asymmetric for beef prices. The producer price for pork in Finland is …
Persistent link: https://www.econbiz.de/10009326137
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Horizontal price transmission of the Finnish meat sector with major EU players
Liu, Xing - MTT Taloustutkimus (MTTL), Government of Finland - 2011
. Our analysis uses symmetric and asymmetric threshold error correction models. Both pork and beef prices in Finland are … found to have slowly cointegrated with German prices, but the cointegration relationship of the two counties is only found … to be symmetric for pork prices, while it is asymmetric for beef prices. The producer price for pork in Finland is …
Persistent link: https://www.econbiz.de/10008855300
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Determinants of Selected Agricultural Export Crops in Nigeria: An Ecm Approach
Yusuf, Sina A.; Yusuf, W.A. - African Association of Agricultural Economists - AAAE - 2008
This study examines the factors that determine the export performance of three major agricultural exportable commodities of cocoa, rubber and palm-kernel in the context of liberalization. Using time series data covering thirty three years and to avoid spurious result, error correction model was...
Persistent link: https://www.econbiz.de/10005068406
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Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection
Xu, Xiaojie - Agricultural and Applied Economics Association - AAEA - 2014
futures markets vary with selection of cash markets. The cointegration relationship between corn cash and futures prices only …
Persistent link: https://www.econbiz.de/10011068966
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Causality and Price Discovery in U.S. Corn Markets: An Application of Error Correction Modeling and Directed Acyclic Graphs
Xu, Xiaojie - Agricultural and Applied Economics Association - AAEA - 2014
This study investigates dynamic relationships among U.S. corn cash prices for the years 2006-2011. With daily data from 182 spatially separated markets spreading across 7 states, Iowa (IA), Illinois (IL), Indiana (IN), Ohio (OH), Minnesota (MN), Nebraska (NE), and Kansas (KS), we apply an error...
Persistent link: https://www.econbiz.de/10011068978
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Price Discovery in Nebraska Cattle Markets
Stockton, Matthew C.; Bessler, David A.; Wilson, Roger K. - In: Journal of Agricultural and Applied Economics 42 (2010) 01
Monthly observations on prices from 10 weight/gender classifications of Nebraska beef cattle are studied in an error correction model (ECM) framework. This study attempts a replication of the 2003 paper on Texas prices by Bessler and Davis, where they find medium heifers (600–700 lb) at...
Persistent link: https://www.econbiz.de/10008504238
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How Much Animal Product do the Chinese Consume? Empirical Evidence from Household Surveys
Wang, Ji-Min; Zhou, Zhang-Yue; Yang, Jun - In: Australasian Agribusiness Review 12 (2004)
marketing activities. However, publications by China's State Statistical Bureau underestimate animal product consumption. Such … underestimated statistics affect policy making and marketing initiatives and also lead to the estimation of distorted parameters that …
Persistent link: https://www.econbiz.de/10010923382
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German Rapeseed Oil and Biodiesel Pricing under Changing Market Conditions: A Markov-switching Vector Error Correction Model Approach
Busse, Stefan; Ihle, Rico - 2009
We analyze vertical price transmission in the German biodiesel market studying therelationship between rapeseed oil, soya oil and biodiesel prices. We focus on the period fromsummer 2002 to late 2007 during which the German biodiesel market developed into thelargest market worldwide, mainly...
Persistent link: https://www.econbiz.de/10009444803
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Monetary Impacts and Overshooting of Agricultural Prices in a Transition Economy: The Case of Hungary
Bakucs, Lajos Zoltan; Ferto, Imre - 2009
This article examines the impacts of monetary policy on agricultural prices in the Hungarian economy using time series analysis. The empirical results indicate that agricultural prices adjust faster to monetary shocks than industrial prices do, affecting relative agricultural prices in the short...
Persistent link: https://www.econbiz.de/10009444863